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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
-2.76%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$190B
AUM Growth
-$5.29B
Cap. Flow
+$4.62B
Cap. Flow %
2.43%
Top 10 Hldgs %
23.65%
Holding
3,846
New
220
Increased
2,219
Reduced
1,217
Closed
173
Avg Time Held
21.7 quarters
Top 10 Avg Time Held
15.7 quarters
Top 20 Avg Time Held
17.5 quarters

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$329M
2
SHEL icon
Shell
SHEL
+$218M
3
AAPL icon
Apple
AAPL
+$215M
4
AMD icon
Advanced Micro Devices
AMD
+$206M
5
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$153M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$679M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$210M
3
META icon
Meta Platforms (Facebook)
META
+$178M
4
XLNX
Xilinx Inc
XLNX
+$175M
5
INFO icon
IHS Markit Ltd. Common Shares
INFO
+$159M

Sector Composition

Rank Sector Weight
1 Technology 24.29%
2 Financials 13.33%
3 Healthcare 12.88%
4 Consumer Discretionary 10.38%
5 Industrials 7.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
AVDX icon
3301
DELISTED
AvidXchange
AVDX
$286K ﹤0.01%
+35,527
New +$358K
2022 Q1
0 quarters
VLUE icon
3302
iShares MSCI USA Value Factor ETF
VLUE
$9.32B
$286K ﹤0.01%
+2,735
New +$292K
2022 Q1
0 quarters
OPRT icon
3303
Oportun Financial
OPRT
$421M
$284K ﹤0.01%
19,762
+9,068
+85% +$151K
2021 Q4
1 quarter
SGC icon
3304
Superior Group of Companies
SGC
$211M
$283K ﹤0.01%
15,881
+5,249
+49% +$104K
2019 Q4
9 quarters
TEN icon
3305
Tsakos Energy Navigation Ltd
TEN
$1.64B
$283K ﹤0.01%
32,239
+39
+0.1% +$316
2013 Q3
34 quarters
CIA icon
3306
Citizens
CIA
$177M
$282K ﹤0.01%
66,431
-45,126
-40% -$204K
2013 Q2
35 quarters
KWEB icon
3307
KraneShares CSI China Internet ETF
KWEB
$4.51B
$282K ﹤0.01%
9,889
– –
2021 Q4
1 quarter
MPLX icon
3308
MPLX
MPLX
$57.6B
$282K ﹤0.01%
8,490
-81,384
-91% -$2.63M
2015 Q4
25 quarters
ALRS icon
3309
Alerus Financial
ALRS
$774M
$281K ﹤0.01%
+10,161
New +$293K
2022 Q1
0 quarters
FUV icon
3310
DELISTED
Arcimoto, Inc. Common Stock
FUV
$281K ﹤0.01%
2,127
-555
-21% -$72.1K
2021 Q2
3 quarters
NZF icon
3311
Nuveen Municipal Credit Income Fund
NZF
$2.14B
$280K ﹤0.01%
19,178
-5,210
-21% -$80.4K
2020 Q2
7 quarters
REET icon
3312
iShares Global REIT ETF
REET
$4.67B
$280K ﹤0.01%
9,581
-679
-7% -$19.4K
2020 Q4
5 quarters
SPAB icon
3313
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.94B
$278K ﹤0.01%
10,000
-1,070
-10% -$30.6K
2014 Q4
29 quarters
IHD icon
3314
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$133M
$277K ﹤0.01%
41,317
+7,821
+23% +$53.6K
2021 Q3
2 quarters
AVO icon
3315
Mission Produce
AVO
$1.01B
$276K ﹤0.01%
+21,785
New +$290K
2022 Q1
0 quarters
BMA icon
3316
Banco Macro
BMA
$4.16B
$276K ﹤0.01%
15,934
-27,871
-64% -$409K
2021 Q2
3 quarters
QMCO icon
3317
Quantum Corp
QMCO
$1.08B
$276K ﹤0.01%
6,071
+4,698
+342% +$344K
2020 Q4
5 quarters
GCMG icon
3318
GCM Grosvenor
GCMG
$800M
$274K ﹤0.01%
28,199
+9,099
+48% +$89.9K
2021 Q3
2 quarters
TRNS icon
3319
Transcat
TRNS
$805M
$274K ﹤0.01%
3,382
-162
-5% -$13.2K
2021 Q4
1 quarter
RMO
3320
DELISTED
Romeo Power, Inc.
RMO
$274K ﹤0.01%
183,696
-248,689
-58% -$523K
2021 Q2
3 quarters
BSET icon
3321
Bassett Furniture
BSET
$185M
$273K ﹤0.01%
16,508
+399
+2% +$6.78K
2017 Q4
17 quarters
NVG icon
3322
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.3B
$272K ﹤0.01%
18,377
-5,001
-21% -$78.7K
2021 Q1
4 quarters
SPMD icon
3323
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.3B
$272K ﹤0.01%
+5,763
New +$269K
2022 Q1
0 quarters
ITI icon
3324
DELISTED
Iteris, Inc.
ITI
$272K ﹤0.01%
91,409
+55,943
+158% +$194K
2021 Q1
4 quarters
FTCI icon
3325
FTC Solar
FTCI
$30.2M
$270K ﹤0.01%
+5,479
New +$274K
2022 Q1
0 quarters
131 132
133
134 135

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AF
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MCM
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PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q1 2022 Portfolio in Review

As of Q1 2022, Parametric Portfolio Associates held 3,846 positions worth $190B, down 2.7% from $195B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

Parametric Portfolio Associates's Q1 2022 filing shows 220 new, 2,219 increased, 1,217 reduced and 173 closed positions. Its largest new stake was Shell: 4,108,679 shares worth $226M. The largest sale was iShares Core S&P 500 ETF, an estimated $679M.

By sector, the portfolio is most concentrated in Technology at 24% of assets, down from 25% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q1 2022 buy was Shell: 4,108,679 shares worth $226M.
  • Parametric Portfolio Associates added most to Microsoft in Q1 2022, an estimated $329M increase.
  • Parametric Portfolio Associates's biggest Q1 2022 reduction was iShares Core S&P 500 ETF, cutting an estimated $679M.
  • Parametric Portfolio Associates fully exited Xilinx Inc in Q1 2022, selling an estimated $175M.
  • Parametric Portfolio Associates's ten largest holdings make up 24% of its $190B portfolio in Q1 2022.
  • Parametric Portfolio Associates opened 220 new positions and closed 173 in Q1 2022.
  • Parametric Portfolio Associates's portfolio value fell 2.7% quarter-over-quarter to $190B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2022, filed 16 May 2022.